Jan

Row

January Return

-0.56

January Year to Date Return

-0.56

January Net Asset Value

6.27

Row

Feb

Row

February Return

-0.37

February Year to Date Return

-0.93

February Net Asset Value

6.35

Row

Mar

Row

March Return

-0.71

March Year to Date Return

-1.63

March Net Asset Value

6.33

Row

Apr

Row

April Return

3.91

April Year to Date Return

2.21

April Net Asset Value

6.3

Row

May

Row

May Return

0.68

May Year to Date Return

2.91

May Net Asset Value

6.64

Row

Jun

Row

June Return

0.43

June Year to Date Return

3.35

June Net Asset Value

6.7

Row

Jul

Row

July Return

-0.02

July Year to Date Return

3.33

July Net Asset Value

6.74

Row

August

Row

August Return

0.59

August Year to Date Return

3.94

August Net Asset Value

6.85

Row

September

Row

September Return

0.12

September Year to Date Return

4.07

September Net Asset Value

6.9

Row

Year to Date

Row

Last Month Return

0.12

Year to Date Return

4.06

Net Asset Value

6.9

Row

History

Row

Last Month Return

0.12

Year to Date Return

4.06

Net Asset Value

6.9

Row

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2019 -2.70 1.38 -1.86 2.94 -0.37 0.98 -1.37 1.69 -3.88 -0.96 0.54 -0.62 -4.35
2020 6.15 1.98 7.02 -0.44 -3.32 1.02 -0.54 -0.83 -4.36 -0.97 -1.53 0.75 4.40
2021 -0.56 -0.37 -0.71 3.91 0.68 0.43 -0.02 0.59 0.12 NA NA NA 4.07

Risk Statistics

Row

Sharpe

0.16

Sortino

0.31

Omega

0.18

Skewness

0.7

Kurtosis

1.45

Row

Time Window Analysis

Statistic 1 Month 3 Month 6 Month 1 Year 2 Year
Best 7.02 15.85 18.50 14.45 7.62
Worst -4.36 -7.86 -11.26 -11.33 -0.15
Average 0.15 0.62 1.27 1.88 2.82
Median 0.01 -0.16 1.79 3.66 2.74
Last 0.12 0.72 5.87 2.34 7.62
Winning (%) 51.52 48.39 60.71 59.09 90.00
Avg. Pos. Period 1.92 4.62 6.07 7.05 3.15
Avg. Neg. Period -1.73 -3.14 -6.15 -5.59 -0.15
# Of Periods 33.00 31.00 28.00 22.00 10.00

Risk Statistics

Statistic Value
Annualized Std.Deviation 8.75
Maximum Drawdown 13.39
Month to Recover 18.00
Worst Month -4.36
Losing Months (%) 48.48
Average Losing Month -1.73
Loss Deviation 1.35
Correlation vs MSCI World TR -0.30
Correlation vs Bloomberg Agri -0.26

Return Statistics

Statistic Value
Last Month 0.12
Year To Date 4.17
3 Month ROR 0.72
12 Month ROR 2.34
36 Month ROR NA
Total Return 4.02
Compound ROR 1.44
Best Month 7.02
Winning Months (%) 51.52

Row

Drawdown Report

Number Depth (%) Length (Months) Recovery (Months) Start End
1 -13.39 18 NA 2020-05-31 NA
2 -4.89 5 1 2019-09-30 2020-01-31
3 -3.19 6 3 2019-01-31 2019-06-30
4 -1.37 2 1 2019-07-30 2019-08-30

Monte Carlo Risk

Row

Best Draw

5.51

Worst Draw

22.23

Average Draw

11.29

Row